Harlies are pretty much good at ripping anything a new one in close combat. They are the genestealers of eldar with the added bonus of an invulnerable save and extremely hard targetting issues (i.e. it is rather difficult to shoot them)
As far as tactics go their are 2 main ones:
1. Run them up the field with relative impunity and beat the snot out of something in close combat.
2. Put them in a falcon and follow 1

Harlequins are one of the few eldar units that can be effective at taking down many different unit types. WHile most eldar units are very specialized the high number off attacks the harlequins have allow them to take on hordes, and the rending ability of the kisses mean you can pierce the armor of terminators and 3+ saves. They are a great choice for an all-around unit that is good at taking out everything, but you will pay for it in points as they are quite a bit more expensive than the specialized banshees or scorpions.

I usually run a squad of 6/7 with either just a shadowseer (small point games) or a shadowseer and troupe master (bigger games), with at least 5 members of the squad with kisses depending on points and whether i think I'm going to lose any of them before they reach combat (therefore not wasting points on kisses that never get used!).

Run them straight forward, towards the nearest unit, fleeting every turn and diving through/under/over cover, and then just pinball them from unit to unit with massacre moves or hit and run.

I have never put them in a transport, simply because you are looking at a minimum 3rd turn assault (turn 1 move, turn 2 disembark, turn 3 assault), whereas depending on which race you are fighting against and whether your fleet rolls are good, you can pull off a 2nd turn charge (which is even easier in Apoc. where you start 12 inches away from each other).

Lastly, because of the fleeting every turn, I've never taken a Death jester. I dont know anyone who ever does, but if anyone has any good ways of using one with your squad, please tell! Its a pity as well, because he is one of the coolest Eldar models in the current range IMO...

Herald of the Colonel; Festooned with pistols, riddled with vermin, and finger lickin' good...